Distributed stochastic optimization via correlated scheduling

This paper considers a problem where multiple users make repeated decisions based on their own observed events. The events and decisions at each time step determine the values of a utility function and a collection of penalty functions. The goal is to make distributed decisions over time to maximize time average utility subject to time average constraints on the penalties. An example is a collection of power constrained sensor nodes that repeatedly report their own observations to a fusion center. Maximum time average utility is fundamentally reduced because users do not know the events observed by others. Optimality is characterized for this distributed context. It is shown that optimality is achieved by correlating user decisions through a commonly known pseudorandom sequence. An optimal algorithm is developed that chooses pure strategies at each time step based on a set of time-varying weights.Comment: 16 pages, 5 figures, this version adds an appendix to explain the 2BD derivation at the end of Theorem

Structure-Aware Dynamic Scheduler for Parallel Machine Learning

Training large machine learning (ML) models with many variables or parameters can take a long time if one employs sequential procedures even with stochastic updates. A natural solution is to turn to distributed computing on a cluster; however, naive, unstructured parallelization of ML algorithms does not usually lead to a proportional speedup and can even result in divergence, because dependencies between model elements can attenuate the computational gains from parallelization and compromise correctness of inference. Recent efforts toward this issue have benefited from exploiting the static, a priori block structures residing in ML algorithms. In this paper, we take this path further by exploring the dynamic block structures and workloads therein present during ML program execution, which offers new opportunities for improving convergence, correctness, and load balancing in distributed ML. We propose and showcase a general-purpose scheduler, STRADS, for coordinating distributed updates in ML algorithms, which harnesses the aforementioned opportunities in a systematic way. We provide theoretical guarantees for our scheduler, and demonstrate its efficacy versus static block structures on Lasso and Matrix Factorization

Petuum: A New Platform for Distributed Machine Learning on Big Data

What is a systematic way to efficiently apply a wide spectrum of advanced ML programs to industrial scale problems, using Big Models (up to 100s of billions of parameters) on Big Data (up to terabytes or petabytes)? Modern parallelization strategies employ fine-grained operations and scheduling beyond the classic bulk-synchronous processing paradigm popularized by MapReduce, or even specialized graph-based execution that relies on graph representations of ML programs. The variety of approaches tends to pull systems and algorithms design in different directions, and it remains difficult to find a universal platform applicable to a wide range of ML programs at scale. We propose a general-purpose framework that systematically addresses data- and model-parallel challenges in large-scale ML, by observing that many ML programs are fundamentally optimization-centric and admit error-tolerant, iterative-convergent algorithmic solutions. This presents unique opportunities for an integrative system design, such as bounded-error network synchronization and dynamic scheduling based on ML program structure. We demonstrate the efficacy of these system designs versus well-known implementations of modern ML algorithms, allowing ML programs to run in much less time and at considerably larger model sizes, even on modestly-sized compute clusters.Comment: 15 pages, 10 figures, final version in KDD 2015 under the same titl

Efficient Decentralized Economic Dispatch for Microgrids with Wind Power Integration

Decentralized energy management is of paramount importance in smart microgrids with renewables for various reasons including environmental friendliness, reduced communication overhead, and resilience to failures. In this context, the present work deals with distributed economic dispatch and demand response initiatives for grid-connected microgrids with high-penetration of wind power. To cope with the challenge of the wind's intrinsically stochastic availability, a novel energy planning approach involving the actual wind energy as well as the energy traded with the main grid, is introduced. A stochastic optimization problem is formulated to minimize the microgrid net cost, which includes conventional generation cost as well as the expected transaction cost incurred by wind uncertainty. To bypass the prohibitively high-dimensional integration involved, an efficient sample average approximation method is utilized to obtain a solver with guaranteed convergence. Leveraging the special infrastructure of the microgrid, a decentralized algorithm is further developed via the alternating direction method of multipliers. Case studies are tested to corroborate the merits of the novel approaches.Comment: To appear in IEEE GreenTech 2014. Submitted Sept. 2013; accepted Dec. 201

Sequence-based Anytime Control

We present two related anytime algorithms for control of nonlinear systems when the processing resources available are time-varying. The basic idea is to calculate tentative control input sequences for as many time steps into the future as allowed by the available processing resources at every time step. This serves to compensate for the time steps when the processor is not available to perform any control calculations. Using a stochastic Lyapunov function based approach, we analyze the stability of the resulting closed loop system for the cases when the processor availability can be modeled as an independent and identically distributed sequence and via an underlying Markov chain. Numerical simulations indicate that the increase in performance due to the proposed algorithms can be significant.Comment: 14 page

A New Efficient Stochastic Energy Management Technique for Interconnected AC Microgrids

Cooperating interconnected microgrids with the Distribution System Operation (DSO) can lead to an improvement in terms of operation and reliability. This paper investigates the optimal operation and scheduling of interconnected microgrids highly penetrated by renewable energy resources (DERs). Moreover, an efficient stochastic framework based on the Unscented Transform (UT) method is proposed to model uncertainties associated with the hourly market price, hourly load demand and DERs output power. Prior to the energy management, a newly developed linearization technique is employed to linearize nodal equations extracted from the AC power flow. The proposed stochastic problem is formulated as a single-objective optimization problem minimizing the interconnected AC MGs cost function. In order to validate the proposed technique, a modified IEEE 69 bus network is studied as the test case

Distributed Optimization in Energy Harvesting Sensor Networks with Dynamic In-network Data Processing

Energy Harvesting Wireless Sensor Networks (EH- WSNs) have been attracting increasing interest in recent years. Most current EH-WSN approaches focus on sensing and net- working algorithm design, and therefore only consider the energy consumed by sensors and wireless transceivers for sensing and data transmissions respectively. In this paper, we incorporate CPU-intensive edge operations that constitute in-network data processing (e.g. data aggregation/fusion/compression) with sens- ing and networking; to jointly optimize their performance, while ensuring sustainable network operation (i.e. no sensor node runs out of energy). Based on realistic energy and network models, we formulate a stochastic optimization problem, and propose a lightweight on-line algorithm, namely Recycling Wasted Energy (RWE), to solve it. Through rigorous theoretical analysis, we prove that RWE achieves asymptotical optimality, bounded data queue size, and sustainable network operation. We implement RWE on a popular IoT operating system, Contiki OS, and eval- uate its performance using both real-world experiments based on the FIT IoT-LAB testbed, and extensive trace-driven simulations using Cooja. The evaluation results verify our theoretical analysis, and demonstrate that RWE can recycle more than 90% wasted energy caused by battery overflow, and achieve around 300% network utility gain in practical EH-WSNs